979 resultados para Constrained nonlinear optimization


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This paper presents a Bi-level Programming (BP) approach to solve the Transmission Network Expansion Planning (TNEP) problem. The proposed model is envisaged under a market environment and considers security constraints. The upper-level of the BP problem corresponds to the transmission planner which procures the minimization of the total investment and load shedding cost. This upper-level problem is constrained by a single lower-level optimization problem which models a market clearing mechanism that includes security constraints. Results on the Garver's 6-bus and IEEE 24-bus RTS test systems are presented and discussed. Finally, some conclusions are drawn. © 2011 IEEE.

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This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. The cost functional depends on the state variable at the final time, and the dynamics are given by a differential inclusion. Moreover, the optimization is carried out over asymptotically convergent state trajectories. The novelty of the proposed optimality conditions for this class of problems is that the boundary condition of the adjoint variable is given as a weak directional inclusion at infinity. This improves on the currently available necessary conditions of optimality for infinite horizon problems. © 2011 IEEE.

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Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

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The optimal reactive dispatch problem is a nonlinear programming problem containing continuous and discrete control variables. Owing to the difficulty caused by discrete variables, this problem is usually solved assuming all variables as continuous variables, therefore the original discrete variables are rounded off to the closest discrete value. This approach may provide solutions far from optimal or even unfeasible solutions. This paper presents an efficient handling of discrete variables by penalty function so that the problem becomes continuous and differentiable. Simulations with the IEEE test systems were performed showing the efficiency of the proposed approach. © 1969-2012 IEEE.

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The performance of the optimal linear feedback control and of the state-dependent Riccati equation control techniques applied to control and to suppress the chaotic motion in the atomic force microscope are analyzed. In addition, the sensitivity of each control technique regarding to parametric uncertainties are considered. Simulation results show the advantages and disadvantages of each technique. © 2013 Brazilian Society for Automatics - SBA.

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This paper presents a mixed-integer quadratically-constrained programming (MIQCP) model to solve the distribution system expansion planning (DSEP) problem. The DSEP model considers the construction/reinforcement of substations, the construction/reconductoring of circuits, the allocation of fixed capacitors banks and the radial topology modification. As the DSEP problem is a very complex mixed-integer non-linear programming problem, it is convenient to reformulate it like a MIQCP problem; it is demonstrated that the proposed formulation represents the steady-state operation of a radial distribution system. The proposed MIQCP model is a convex formulation, which allows to find the optimal solution using optimization solvers. Test systems of 23 and 54 nodes and one real distribution system of 136 nodes were used to show the efficiency of the proposed model in comparison with other DSEP models available in the specialized literature. (C) 2014 Elsevier Ltd. All rights reserved.

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The modeling technique is simple, useful and practical to calculate optimum nutrient density to maximize profit margins, using nonlinear programming by predictive broiler performance. To demonstrate the influence of the broiler price could interact with nutrient density, the experiment aimed to define the quadratic equations for consumption and weight gain, based on modeling, to be applied to nonlinear programming, according to sex (male and female) in the starter (1 to 21 days), grower (22 to 42 days) and finisher phases (43 to 56 days). The experimental design was a randomized, totaling 6 treatments [energy levels of 2800, 2900, 3000, 3100, 3200 and 3300kcal AME/kg with constant nutrient : AME (Apparent Metabolizable Energy)] with 4 replicates and 10 birds per plot, using the program free download PPFR Excel workbook for feed formulation (http://www.foa.unesp.br/downloads/file_detalhes.asp?CatCod=4&SubCatCod=138&FileCod=1677). Data from this trial confirmed that there was a significant relationship between feed intake and total energy consumption of the diet, in which feed intake was increased or decreased simply to keep the amount of energy, with a constant rate of nutrient : AME. Therefore, the data support that if the essential dietary nutrients are kept in proportion to the energy density of the diet, according to the appropriate requirements (male / female) of broilers, the weight and feed conversion are significantly (P<0.05) favored by increasing the energy density of the diet. Thus, it enables the application of models for maximum profit (nonlinear formulation), to estimate the proportion of weight gain most appropriate according to the price paid by the market.

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Synchronous telecommunication networks, distributed control systems and integrated circuits have its accuracy of operation dependent on the existence of a reliable time basis signal extracted from the line data stream and acquirable to each node. In this sense, the existence of a sub-network (inside the main network) dedicated to the distribution of the clock signals is crucially important. There are different solutions for the architecture of the time distribution sub-network and choosing one of them depends on cost, precision, reliability and operational security. In this work we expose: (i) the possible time distribution networks and their usual topologies and arrangements. (ii) How parameters of the network nodes can affect the reachability and stability of the synchronous state of a network. (iii) Optimizations methods for synchronous networks which can provide low cost architectures with operational precision, reliability and security. (C) 2011 Elsevier B. V. All rights reserved.

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Bound-constrained minimization is a subject of active research. To assess the performance of existent solvers, numerical evaluations and comparisons are carried on. Arbitrary decisions that may have a crucial effect on the conclusions of numerical experiments are highlighted in the present work. As a result, a detailed evaluation based on performance profiles is applied to the comparison of bound-constrained minimization solvers. Extensive numerical results are presented and analyzed.

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This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

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Over the past few years, the field of global optimization has been very active, producing different kinds of deterministic and stochastic algorithms for optimization in the continuous domain. These days, the use of evolutionary algorithms (EAs) to solve optimization problems is a common practice due to their competitive performance on complex search spaces. EAs are well known for their ability to deal with nonlinear and complex optimization problems. Differential evolution (DE) algorithms are a family of evolutionary optimization techniques that use a rather greedy and less stochastic approach to problem solving, when compared to classical evolutionary algorithms. The main idea is to construct, at each generation, for each element of the population a mutant vector, which is constructed through a specific mutation operation based on adding differences between randomly selected elements of the population to another element. Due to its simple implementation, minimum mathematical processing and good optimization capability, DE has attracted attention. This paper proposes a new approach to solve electromagnetic design problems that combines the DE algorithm with a generator of chaos sequences. This approach is tested on the design of a loudspeaker model with 17 degrees of freedom, for showing its applicability to electromagnetic problems. The results show that the DE algorithm with chaotic sequences presents better, or at least similar, results when compared to the standard DE algorithm and other evolutionary algorithms available in the literature.

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Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

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This paper presents a metaheuristic algorithm inspired in evolutionary computation and swarm intelligence concepts and fundamentals of echolocation of micro bats. The aim is to optimize the mono and multiobjective optimization problems related to the brushless DC wheel motor problems, which has 5 design parameters and 6 constraints for the mono-objective problem and 2 objectives, 5 design parameters, and 5 constraints for multiobjective version. Furthermore, results are compared with other optimization approaches proposed in the recent literature, showing the feasibility of this newly introduced technique to high nonlinear problems in electromagnetics.